+1,581.0%
MRVL vs CBRE
+2,024.9%
-444.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -0.2% | +9.5% | +9.4% |
| 7D | +5.6% | -4.6% | +10.3% | +7.3% |
| 30D | -36.5% | +3.0% | -39.5% | -37.4% |
| 3M | -20.5% | -8.7% | -11.7% | -19.0% |
| 6M | -1.1% | -7.9% | +6.7% | -0.6% |
| YTD | +99.0% | -16.3% | +115.3% | +104.5% |
| 1Y | +89.3% | -13.1% | +102.4% | +92.4% |
| 3Y | +211.6% | +83.1% | +128.5% | +153.1% |
| 5Y | +134.1% | +27.7% | +106.3% | +113.8% |
| 10Y | +1,293.1% | +386.9% | +906.2% | +763.5% |
| All | +1,581.0% | +2,024.9% | -444.0% | +264.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling